2017
2018
2019
2020
2021
2022
−0.02
0
0.02
0.04
2018
2020
2022
0
0.2
0.4
0.6
0.8
1
2018
2020
2022
0
0.1
0.2
0.3
2018
2020
2022
0
0.02
0.04
0.06
0.08
0.1
MONEY
MAX_DEQUE_LEN
atr_ma_test
ts
mmt
parameter
10000000
1
0.6
0.2
0.2
valeus
2016
2017
2018
2019
2020
2021
2022
total
backtest
year
243
244
243
244
243
243
185
1645
days in
year
0.2147
-0.0215
-0.0063
-0.0102
0.3357
0.1606
0.0771
0.1392
annual
return
2.0599
-0.4042
-0.1093
-0.1771
2.7858
2.0816
1.6442
1.4045
sharp
ratio
3.6566
-0.6287
-0.1726
-0.2541
5.8339
3.459
2.6018
2.4792
sortina
ratio
-0.0526
-0.0529
-0.0528
-0.0659
-0.0488
-0.0457
-0.0309
-0.1089
max
drawdown
2016-07-05
2017-08-28
2018-08-23
2019-01-03
2020-03-31
2021-10-13
2022-03-10
2016-12-19
max down
start date
2016-09-19
2017-11-24
2018-11-05
2019-05-13
2020-06-24
2021-12-27
2022-05-11
2019-05-13
max down
lowest date
52
125
68
83
57
53
43
581
longest
down
period
66
145
125
243
75
84
79
791
longest
recover
period
ATRMA
Underlying returns in sector
Total return and margin precentage
Sector return
Sector margin percentage
Backtest parameters
Annual statistic metrics
Others
Agriculture
Nonferrous
Energy Chemical
Noble metal
Black
all
plotly-logomark